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MARMOTE

Markovian Modeling Tools and Environments
Funder: French National Research Agency (ANR)Project code: ANR-12-MONU-0019
Funder Contribution: 881,268 EUR
Description

The aim of the project is to realize a modeling environment dedicated to Markov models. One part will develop the Perfect Simulation techniques, which allow to sample from the stationary distribution of the process. A second one will develop parallelization techniques for Monte Carlo simulation. A third one will develop numerical computation techniques for a wide class of Markov models. All these developments will be integrated into a programming environment allowing the specification of models and their solution strategy. Several applications will be studied in various scientific disciplines: physics, biology, economics, network engineering.

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